Actually, it looks to me like the HTML response is the only thing that's gzip'd. It doesn't make sense to waste time gzip'ing the PNGs, but the CSS and JS files should definitely be compressed. (And maybe the fonts? Not sure.) The default `gzip_types` setting in the nginx config shipped by Debian/Ubuntu does include `text/css` and `application/javascript`, but not `text/html`. Could be that OP is using a non-distro config that only enables gzip for `text/html`, or that OP accidentally disabled gzip'ing for the other MIME types while enabling it for HTML.
Yep, that's why I am planning on getting rid of them completely. I did a quick test this morning, seems like removing references to the fonts from the theme and adjusting some font weights should do the trick.